0.16Open0.16Pre Close2 Volume0 Open Interest10.50Strike Price36.00Turnover104.29%IV2.83%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4175Delta0.6983Gamma60.57Leverage Ratio-0.1193Theta-0.0001Rho-25.29Eff Leverage0.0021Vega